The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AETNA INC NEW | COM | 00817Y108 | 541 | 3,000 | SH | DFND | 01 02 03 | 0 | 3,000 | 0 | |
AKAMAI TECHNOLOGIES INC | DBCV 2/1 | 00971TAG6 | 6,056 | 6,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ALTABA INC | COM | 021346101 | 10,345 | 148,097 | SH | DFND | 01 02 03 | 0 | 148,097 | 0 | |
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 1,820 | 65,000 | SH | DFND | 01 02 03 | 0 | 65,000 | 0 | |
AMBAC FINL GROUP INC | COM NEW | 023139884 | 3,830 | 239,645 | SH | DFND | 01 02 03 | 0 | 239,645 | 0 | |
ANTHEM INC | NOTE 2.750%10/1 | 94973VBG1 | 19,282 | 6,250,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ARCH COAL INC | CL A | 039380407 | 3,075 | 33,000 | SH | DFND | 01 02 03 | 0 | 33,000 | 0 | |
BHP BILLITON LTD | SPONSORED ADR | 088606108 | 34,937 | 742,164 | SH | DFND | 01 02 03 | 0 | 742,164 | 0 | |
BHP BILLITON PLC | SPONSORED ADR | 05545E209 | 314 | 7,808 | SH | DFND | 01 02 03 | 0 | 7,808 | 0 | |
BIOGEN INC | COM | 09062X103 | 8,203 | 25,750 | SH | DFND | 01 02 03 | 0 | 25,750 | 0 | |
BIOMARIN PHARMACEUTICAL INC | COM | 09061G101 | 11,280 | 126,500 | SH | DFND | 01 02 03 | 0 | 126,500 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.750%10/1 | 09061GAE1 | 34,589 | 32,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
BITAUTO HLDGS LTD | SPONSORED ADS | 091727107 | 6,582 | 206,987 | SH | DFND | 01 02 03 | 0 | 206,987 | 0 | |
CEMEX SAB DE CV | NOTE 3.750% 3/1 | 151290BC6 | 35,991 | 35,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 11,071 | 293,571 | SH | DFND | 01 02 03 | 0 | 293,571 | 0 | |
CHESAPEAKE ENERGY CORP | COM | 165167107 | 1,334 | 337,000 | SH | DFND | 01 02 03 | 0 | 337,000 | 0 | |
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 19 | 2,250,000 | SH | DFND | 01 02 03 | 0 | 2,250,000 | 0 | |
CTRIP COM INTL LTD | NOTE 1.000% 7/0 | 22943FAF7 | 40,394 | 38,062,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.250% 9/1 | 22943FAM2 | 1,377 | 1,340,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CTRIP COM INTL LTD | NOTE 1.990% 7/0 | 22943FAH3 | 19,969 | 17,712,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
CYPRESS SEMICONDUCTOR CORP | NOTE 4.500% 1/1 | 232806AM1 | 27,000 | 20,180,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 48,458 | 596,182 | SH | DFND | 01 02 03 | 0 | 596,182 | 0 | |
DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 4,036 | 4,706,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 41,148 | 1,943,730 | SH | DFND | 01 02 03 | 0 | 1,943,730 | 0 | |
DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 19,626 | 17,800,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ENERGY FUELS INC | COM NEW | 292671708 | 791 | 441,997 | SH | DFND | 01 02 03 | 0 | 441,997 | 0 | |
EURONET WORLDWIDE INC | NOTE 1.500%10/0 | 298736AH2 | 19,079 | 15,418,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
FIREEYE INC | NOTE 1.625% 6/0 | 31816QAD3 | 24,728 | 26,841,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
FIRST MAJESTIC SILVER CORP | COM | 32076V103 | 640 | 95,000 | SH | DFND | 01 02 03 | 0 | 95,000 | 0 | |
FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 5,688 | 841,500 | SH | DFND | 01 02 03 | 0 | 841,500 | 0 | |
GREENBRIER COS INC | COM | 393657101 | 5,497 | 103,100 | SH | DFND | 01 02 03 | 0 | 103,100 | 0 | |
IAC INTERACTIVECORP | COM | 44919P508 | 7,078 | 57,886 | SH | DFND | 01 02 03 | 0 | 57,886 | 0 | |
ILLUMINA INC | NOTE 6/1 | 452327AF6 | 34,167 | 31,400,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
IMPAC MTG HLDGS INC | COM NEW | 45254P508 | 386 | 38,040 | SH | DFND | 01 02 03 | 0 | 38,040 | 0 | |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 59,803 | 26,770,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 28,286 | 23,560,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 14,834 | 170,000 | SH | DFND | 01 02 03 | 0 | 170,000 | 0 | |
ISHARES TR | MORTGE REL ETF | 46435G342 | 1,808 | 40,000 | SH | DFND | 01 02 03 | 0 | 40,000 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 47,109 | 37,800,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
LAM RESEARCH CORP | NOTE 1.250% 5/1 | 512807AL2 | 9,153 | 3,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
LENNAR CORP | CL B | 526057302 | 3,273 | 63,342 | SH | DFND | 01 02 03 | 0 | 63,342 | 0 | |
LIBERTY BROADBAND CORP | COM SER A | 530307107 | 13,528 | 159,061 | SH | DFND | 01 02 03 | 0 | 159,061 | 0 | |
LIBERTY EXPEDIA HOLDINGS | SER A COM | 53046P109 | 4,473 | 100,896 | SH | DFND | 01 02 03 | 0 | 100,896 | 0 | |
LIBERTY GLOBAL PLC | LILAC SHS CL C | G5480U153 | 3,420 | 171,972 | SH | DFND | 01 02 03 | 0 | 171,972 | 0 | |
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 40,468 | 1,195,854 | SH | DFND | 01 02 03 | 0 | 1,195,854 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 531229409 | 22,321 | 562,794 | SH | DFND | 01 02 03 | 0 | 562,794 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 531229607 | 5,167 | 130,276 | SH | DFND | 01 02 03 | 0 | 130,276 | 0 | |
LIBERTY MEDIA CORP DELAWARE | COM SER A FRMLA | 531229870 | 18,794 | 574,388 | SH | DFND | 01 02 03 | 0 | 574,388 | 0 | |
LIBERTY MEDIA CORP DELAWARE | NOTE 1.375%10/1 | 531229AB8 | 15,598 | 13,538,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
LIGAND PHARMACEUTICALS INC | NOTE 0.750% 8/1 | 53220KAD0 | 52,234 | 28,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
LIONS GATE ENTMNT CORP | CL A VTG | 535919401 | 3,544 | 104,812 | SH | DFND | 01 02 03 | 0 | 104,812 | 0 | |
MAG SILVER CORP | COM | 55903Q104 | 433 | 35,000 | SH | DFND | 01 02 03 | 0 | 35,000 | 0 | |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AD6 | 70,590 | 41,254,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
MOLINA HEALTHCARE INC | NOTE 1.125% 1/1 | 60855RAC4 | 29,725 | 15,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
MONSANTO CO NEW | COM | 61166W101 | 19,327 | 165,500 | SH | DFND | 01 02 03 | 0 | 165,500 | 0 | |
MTGE INVT CORP | COM | 55378A105 | 3,700 | 200,000 | SH | DFND | 01 02 03 | 0 | 200,000 | 0 | |
NATIONSTAR MTG HLDGS INC | COM | 63861C109 | 931 | 50,327 | SH | DFND | 01 02 03 | 0 | 50,327 | 0 | |
NETEASE INC | SPONSORED ADR | 64110W102 | 13,803 | 40,000 | SH | DFND | 01 02 03 | 0 | 40,000 | 0 | |
NEWS CORP NEW | CL B | 65249B208 | 626 | 37,707 | SH | DFND | 01 02 03 | 0 | 37,707 | 0 | |
NRG YIELD INC | CL C | 62942X405 | 5,101 | 269,885 | SH | DFND | 01 02 03 | 0 | 269,885 | 0 | |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 15,514 | 132,500 | SH | DFND | 01 02 03 | 0 | 132,500 | 0 | |
NXP SEMICONDUCTORS N V | DBCV 1.000%12/0 | 62952QAB6 | 37,131 | 30,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
NXSTAGE MEDICAL INC | COM | 67072V103 | 424 | 17,500 | SH | DFND | 01 02 03 | 0 | 17,500 | 0 | |
OCEAN RIG UDW INC | COM CL A | G66964118 | 1,235 | 46,155 | SH | DFND | 01 02 03 | 0 | 46,155 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 5,560 | 1,776,412 | SH | DFND | 01 02 03 | 0 | 1,776,412 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 3,130 | 1,000,000 | SH | Call | DFND | 01 02 03 | 0 | 1,000,000 | 0 |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 31,053 | 24,210,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 48,400 | 35,393,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 17,802 | 20,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PENNEY J C INC | COM | 708160106 | 790 | 250,000 | SH | DFND | 01 02 03 | 0 | 250,000 | 0 | |
PLATINUM GROUP METALS LTD | COM | 72765Q601 | 299 | 984,158 | SH | DFND | 01 02 03 | 0 | 984,158 | 0 | |
PRETIUM RES INC | COM | 74139C102 | 2,041 | 179,000 | SH | DFND | 01 02 03 | 0 | 179,000 | 0 | |
PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 20,171 | 14,602,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 23,483 | 19,900,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.750% 3/1 | 74348TAL6 | 11,279 | 11,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
PROSPECT CAPITAL CORPORATION | NOTE 5.875% 1/1 | 74348TAM4 | 3,171 | 3,000,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
QIAGEN NV | NOTE 0.375% 3/1 | N72482AA5 | 4,397 | 3,800,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
QUDIAN INC | ADR | 747798106 | 2,206 | 175,980 | SH | DFND | 01 02 03 | 0 | 175,980 | 0 | |
RED HAT INC | NOTE 0.250%10/0 | 756577AD4 | 17,090 | 10,350,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
RITE AID CORP | COM | 767754104 | 2,163 | 1,098,094 | SH | DFND | 01 02 03 | 0 | 1,098,094 | 0 | |
ROCKWELL COLLINS INC | COM | 774341101 | 10,375 | 76,500 | SH | DFND | 01 02 03 | 0 | 76,500 | 0 | |
SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 57,585 | 37,500,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
SCORPIO BULKERS INC | COM | Y7546A122 | 1,698 | 229,465 | SH | DFND | 01 02 03 | 0 | 229,465 | 0 | |
SERVICENOW INC | NOTE 11/0 | 81762PAB8 | 41,786 | 23,650,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
SINA CORP | ORD | G81477104 | 23,585 | 235,122 | SH | DFND | 01 02 03 | 0 | 235,122 | 0 | |
SIRIUS XM HLDGS INC | COM | 82968B103 | 698 | 130,200 | SH | Put | DFND | 01 02 03 | 0 | 130,200 | 0 |
SOGOU INC | ADR REPSTG A | 83409V104 | 1,736 | 150,000 | SH | DFND | 01 02 03 | 0 | 150,000 | 0 | |
SUPERVALU INC | COM NEW | 868536301 | 1,144 | 53,000 | SH | DFND | 01 02 03 | 0 | 53,000 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 7,243 | 182,669 | SH | DFND | 01 02 03 | 0 | 182,669 | 0 | |
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 36,867 | 25,840,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 | |
TIME WARNER INC | COM NEW | 887317303 | 28,127 | 307,500 | SH | DFND | 01 02 03 | 0 | 307,500 | 0 | |
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 518 | 15,000 | SH | DFND | 01 02 03 | 0 | 15,000 | 0 | |
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 68,311 | 2,002,062 | SH | DFND | 01 02 03 | 0 | 2,002,062 | 0 | |
U S SILICA HLDGS INC | COM | 90346E103 | 488 | 15,000 | SH | DFND | 01 02 03 | 0 | 15,000 | 0 | |
UNDER ARMOUR INC | CL A | 904311107 | 2,886 | 200,000 | SH | DFND | 01 02 03 | 0 | 200,000 | 0 | |
UNDER ARMOUR INC | CL A | 904311107 | 11,983 | 830,400 | SH | Put | DFND | 01 02 03 | 0 | 830,400 | 0 |
UNDER ARMOUR INC | CL C | 904311206 | 13,188 | 990,082 | SH | DFND | 01 02 03 | 0 | 990,082 | 0 | |
UNITED MICROELECTRONICS CORP | SPON ADR NEW | 910873405 | 5,098 | 2,133,210 | SH | DFND | 01 02 03 | 0 | 2,133,210 | 0 | |
UNITI GROUP INC | COM | 91325V108 | 15,246 | 857,000 | SH | DFND | 01 02 03 | 0 | 857,000 | 0 | |
UR ENERGY INC | COM | 91688R108 | 4,539 | 6,664,128 | SH | DFND | 01 02 03 | 0 | 6,664,128 | 0 | |
URANIUM ENERGY CORP | COM | 916896103 | 1,357 | 764,341 | SH | DFND | 01 02 03 | 0 | 764,341 | 0 | |
VERITONE INC | COM | 92347M100 | 3,529 | 152,110 | SH | DFND | 01 02 03 | 0 | 152,110 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 799 | 11,000 | SH | DFND | 01 02 03 | 0 | 11,000 | 0 | |
WESTWATER RES INC | COM | 961684107 | 52 | 48,524 | SH | DFND | 01 02 03 | 0 | 48,524 | 0 | |
WRIGHT MED GROUP INC | NOTE 2.000% 2/1 | 98235TAE7 | 15,137 | 14,600,000 | PRN | DFND | 01 02 03 | 0 | 0 | 0 |